We consider an implementation of the recursive multilevel trust-region algorithm proposed by Gratton, Mouffe, Toint, Weber (2008) for bound-constrained nonlinear problems, and provide numerical experience on multilevel test problems. A suitable choice of the algorithm's parameters is identified on these problems, yielding a satisfactory compromise between reliability and efficiency. The resulting default algorithm is then compared to alternative optimization techniques such as mesh refinement and direct solution of the fine-level problem.
Report TR08-10, Department of Mathematics, FUNDP-University of Namur, Namur, Belgium
View Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization